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Sample Level I Multiple Choice Questions
Sample Level I Multiple Choice Questions

... The CFA Institute Standard on Duties to Clients, Standard III (D), prohibits members/candidates from making any statements that misrepresent the performance achieved by them or their firms and requires every reasonable effort to be made to ensure that performance information is fair, accurate, and c ...
Basic Skills Agency@NIACE
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... ‘There is a definite need to develop training for practitioners on how to deliver financial capability’ ‘This training should be developed between Level 2 and Level 4 on a progressive basis in line with other training requirements for the target group’ ...
Code of Practice for Banks - Guernsey Financial Services Commission
Code of Practice for Banks - Guernsey Financial Services Commission

... ensure that prudent credit granting and investment criteria, policies, practices and procedures are approved, implemented and periodically reviewed by bank management and directors ensure that policies, practices and procedures include: a sound and well documented credit granting and investment pro ...
Lecture Presentation for Investments, 7e
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... investment over time? • Anything that changes the risk-free rate or the investment’s risk premium. – Changes in the real risk-free rate of return and the expected rate of inflation (both impacting the nominal risk-free rate, factors that shift the CML). – Changes in the investment’s specific risk (a ...
Chap2 - John Zietlow
Chap2 - John Zietlow

... investment over time? • Anything that changes the risk-free rate or the investment’s risk premium. – Changes in the real risk-free rate of return and the expected rate of inflation (both impacting the nominal risk-free rate, factors that shift the CML). – Changes in the investment’s specific risk (a ...
CBE Selected-Response Questions
CBE Selected-Response Questions

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A-View-from-the-Desk
A-View-from-the-Desk

... “cash-flow is king”. Although prices won’t appreciate under this scenario, the monthly cash-flow these securities generate can be redeployed into higher yielding securities. Under current prepayment assumptions, 42% of a new 10-yr 2.50% pool is estimated to be paid off within the next three years. I ...
Chapter 04 - Cambridge University Press
Chapter 04 - Cambridge University Press

... greater than the critical value. We would conclude based on this evidence that only firm size and market to book value have a significant effect on stock returns. If a stock’s beta increases from 1 to 1.2, then we would expect the return on the stock to FALL by (1.2-1)*0.084 = 0.0168 = 1.68% This is ...
Section 3: Medium-term risks to financial stability
Section 3: Medium-term risks to financial stability

LCwasR47_en.pdf
LCwasR47_en.pdf

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Justification for the decision on the buffer rate
Justification for the decision on the buffer rate

... Since 2015, both – real estate prices and a number of transactions in real estate market continue to increase, with the rate of the increase accelerating in the second half of 2016. A vigorous increase in the real estate prices in 2016 partly can be explained by the base effect, i.e. decline in pric ...
Abstract - International Association for Energy Economics
Abstract - International Association for Energy Economics

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Seminar ECON4620, 2 May 2016 Problem 1 Suppose that an

Mean-Variance Analysis in Portfolio Choice and Capital Markets. Frank J. Brochure
Mean-Variance Analysis in Portfolio Choice and Capital Markets. Frank J. Brochure

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Indian Banking Industry: Regulatory Challenges
Indian Banking Industry: Regulatory Challenges

... countercyclical buffer requirement should be imposed, to what extent it should be imposed and when the requirement should be removed. The common reference guide suggested by the Basel Committee is based on the aggregate private sector credit-to-GDP gap. This indicator does not work so well in all co ...
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Examination for FUNDAMENTAL ACCOUNTING
Examination for FUNDAMENTAL ACCOUNTING

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... buying dollar bills for 80 cents or less. But never forget: In repurchase decisions, price is allimportant. Value is destroyed when purchases are made above intrinsic value.” Sometimes value stocks awaken with a kiss and other times with patience, either way the time to own them is before they make ...
The fractional volatility model: No$arbitrage and risk measures
The fractional volatility model: No$arbitrage and risk measures

... with E [σ (t )] = θ > 0. Describes well the statistics of price returns for a large δ range in di¤erent markets and also implies a new option pricing formula, with "smile" deviations from Black-Scholes. ...
Chi square analysis
Chi square analysis

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... visitors, neighbours, and owners. Securitisation and property derivatives, in particular, allow for “liquification” of real estate assets, which can now be easily traded in financial markets. This means that a single building can have multiple unrelated (fragmentary) owners with no connection to pla ...
Diversifiable
Diversifiable

... bondholders from default (the default risk) and changes in the level of risk-free interest rates. However, a put option on a bond can provide insurance against losses stemming from either source of risk, and thus the bondholders are guaranteed a minimum price which is the exercise price of put optio ...
The Swiss Financial Center - The American Swiss Foundation
The Swiss Financial Center - The American Swiss Foundation

... to bail out systemically important banks if a future crisis occurs. The bill proposes legislation that will reduce the risk of big banks by requiring a strengthening of their capital base, better risk diversification and more stringent liquidity requirements. It also proposes organizational measures ...
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Financial economics

Financial economics is the branch of economics characterized by a ""concentration on monetary activities"", in which ""money of one type or another is likely to appear on both sides of a trade"". Its concern is thus the interrelation of financial variables, such as prices, interest rates and shares, as opposed to those concerning the real economy. It has two main areas of focus: asset pricing (or ""investment theory"") and corporate finance; the first being the perspective of providers of capital and the second of users of capital.The subject is concerned with ""the allocation and deployment of economic resources, both spatially and across time, in an uncertain environment"". It therefore centers on decision making under uncertainty in the context of the financial markets, and the resultant economic and financial models and principles, and is concerned with deriving testable or policy implications from acceptable assumptions. It is built on the foundations of microeconomics and decision theory.Financial econometrics is the branch of financial economics that uses econometric techniques to parameterise these relationships. Mathematical finance is related in that it will derive and extend the mathematical or numerical models suggested by financial economics. Note though that the emphasis there is mathematical consistency, as opposed to compatibility with economic theory.Financial economics is usually taught at the postgraduate level; see Master of Financial Economics. Recently, specialist undergraduate degrees are offered in the discipline.Note that this article provides an overview and survey of the field: for derivations and more technical discussion, see the specific articles linked.
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